A starting [Mg-Al-Cl] LDH, prepared by coprecipitation, was further anion-exchanged to incorporate a variety of anions in the interlayer domain: (Fe(CN)6)3-, (P2O7)4-, (V2O7)4-, (CrO4)2-, and (Cr2O7)2-. The resulting materials were fully characterized using classical techniques like XRPD, FTIR, TGA/DTA, and BET, and their structural modifications studied as a function of calcination temperatures. Under mild calcination, only the oxo-anions were shown to interact strongly with the host matrix. This resulted in a systematic shrinkage of the interlamellar domain, with a negative impact on the surface properties. However, intercalation of oxo-anions proved to be beneficial to thermal stability, the lamellar structure being maintained up to 400°C in the case of the dichromate intercalated [Mg-Al]. A thorough analysis of the FTIR spectra, revealing an evolution in the symmetry of some oxo-anions, confirmed the occurrence of a grafting process. Furthermore, the permanent character of the pillars was evidenced through unsuccessful rehydration and back-exchange reactions.